On the Successive Approximation of Solution of Stochastic Delay System
This paper studies the successive approximation of stochastic delay system under non-Lipschitz conditions. The existence uniqueness and iteration convergence of the solution are obtained by monotone iteration technology.
Brown motion Stochastic system Delay Successive approximation
XU Lifeng
Collage of Mathematics and statistics, Hubei Normal University, Huangshi, P.R.China 435002
国际会议
The 5th International Conference on Product Innovation Management(第五届产品创新管理国际会议 ICPIM 2010)
武汉
英文
1404-1407
2010-07-10(万方平台首次上网日期,不代表论文的发表时间)